The duality principle connects algebraic curvature tensors in pseudo-Euclidean spaces.
problem Understanding algebraic curvature tensors in pseudo-Euclidean spaces.
method Proving equivalence between the Jordan-Osserman condition and the Rakić duality principle.
result The Osserman condition and the duality principle are equivalent in the diagonalisable case.
This note introduces a duality principle for nonlinear equations.
problem Maximum principles at infinity for nonlinear equations.
method Ahlfors property and Khas'minskii potentials.
result Unified framework for various maximum principles.
In this note we prove that for a Riemannian manifold the Osserman pointwise condition is equivalent to the Rakić duality principle.
Study on curvature tensors, discovering new Osserman tensors.
problem Investigate properties of curvature tensors and their relations.
method Introduce quasi-Clifford curvature tensors and analyze their properties.
result Discovered an Osserman curvature tensor not satisfying the duality principle.
The duality principle in option pricing aims at simplifying valuation problems that depend on several variables by associating them to the corresponding dual option pricing problem. Here, we analyze the duality principle for options that depend on several assets. The asset price processes are driven by general semimart…
We show that 4-dimensional Riemannian manifolds which satisfy the Rakić duality principle are Osserman (i.e. the eigenvalues of the Jacobi operator are constant), thus both conditions are equivalent.
A general duality proof for Wasserstein distributionally robust optimization.
problem Optimizing under uncertainty with Wasserstein distance.
method One-dimensional convex analysis and interchangeability principle.
result General duality result holds for various distributions and costs.
New biharmonic functions on SU(2) and H^3 discovered.
problem Constructing biharmonic functions on SU(2).
method Employing a duality principle to derive new functions from H^3.
result New proper biharmonic functions on SU(2) and H^3.
This work explores duality between nonlinear potential theory and geometry.
problem Investigating properties of nonlinear equations on manifolds.
method Analyzing parabolicity and maximum principles at infinity for non-linear equations.
result Shows a unifying duality between properties and existence of Khas'minskii potentials.
We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality theory for general marginals and measurable reward (cost) functions: absence of a…
We prove a duality principle for a special class of submanifolds in pseudo-Euclidean spaces. This class of submanifolds with potential of normals is introduced in this paper. We prove also, for example, that an arbitrary Frobenius manifold can be realized as a certain flat submanifold of this very natural class.
Extending our reduction construction in \cite{Hu} to the Hamiltonian action of a Poisson Lie group, we show that generalized Kähler reduction exists even when only one generalized complex structure in the pair is preserved by the group action. We show that the constructions in string theory of the (geometrical) T-dua…
Unified geometric approach to quantum indeterminacy.
problem Quantum indeterminacy and uncertainty principles.
method Geometric formulation using convex geometry and symplectic topology.
result Robertson-Schrodinger inequalities emerge as geometric principles.
This research deconstructs GANs into formulation, generalization, and optimization components.
problem Improving the performance and stability of GANs.
method Proposes a perturbation view of GANs, introduces Cascade GANs, and develops principles for GAN generalization and optimization.
result Demonstrates a fundamental trade-off in GAN approximation and statistical errors, and proposes a new GAN architecture with zero minimax duality gap.
The paper extends Thurston's method to new variants of Mather-Thurston theorem.
problem Proving new variants of Mather-Thurston theorem for PL homeomorphisms and contactomorphisms.
method Generalizing Thurston's technique to prove new variants of Mather-Thurston theorem for PL homeomorphisms and contactomorphisms.
result The paper answers questions posed by Gelfand-Fuks and Greenberg on PL foliations and Rybicki on contactomorphisms.
The martingale optimal transport aims to optimally transfer a probability measure to another along the class of martingales. This problem is mainly motivated by the robust superhedging of exotic derivatives in financial mathematics, which turns out to be the corresponding Kantorovich dual. In this paper we consider the…
The paper applies Poincaré duality to supergravity, proving its equivalence to other formulations.
problem Relating different formulations of supergravity on supermanifolds.
method Proving relative Poincaré duality and using it to connect differential and integral forms.
result Relative Poincaré duality provides a rigorous definition of picture changing operators in supergravity.
The thesis explores dualities and gaugings in supergravity theories.
problem Exploring dualities and gaugings in supergravity theories.
method Analyzing the space of local deformations and the BV-BRST deformation of scalar-vector coupled Lagrangians.
result Only Yang-Mills type deformations are possible for a large class of theories.
Study simplicial volume via foliated simplices and duality.
problem Calculate simplicial volume using foliated simplices and duality.
method Defined real singular foliated homology, constructed foliated fundamental class, and established isometric isomorphism with measurable bounded cohomology.
result Norm of foliated fundamental class equals simplicial volume of M. We study a robust maximization problem from terminal wealth and consumption under a convex constraints on the portfolio. We state the existence and the uniqueness of the consumption-investment strategy by studying the associated quadratic backward stochastic differential equation (BSDE in short). We characterize the op…
Unified Kantorovich duality for multimarginal optimal transport on Polish spaces.
problem Optimal transport of multiple probability distributions.
method Unified Kantorovich duality theory for multimarginal optimal transport on general Polish product spaces.
result Unified duality theory for multimarginal optimal transport, extending classical two-marginal conjugacy.
The paper solves optimal transport problems with domain constraints.
problem Optimal transport problems with domain constraints.
method Characterizes existence of a probability measure with convex transport constraints.
result Obtains Kantorovich duality and monotonicity principle.
Paper generalizes Bloch-Ros principle to various surface classes.
problem Understanding the relationship between normal family theory, value distribution theory, and surface theory.
method Formulation and generalization of Bloch-Ros principle to different surface classes.
result Effective criterion for determining Gaussian curvature estimates for various surface classes.
Rigidity results are obtained for Riemannian d-manifolds with sec⩾1 and spherical rank at least d−2>0. Conjecturally, all such manifolds are locally isometric to a round sphere or complex projective space with the (symmetric) Fubini--Study metric. This conjecture is verified in all odd dimensions, for …
The thesis examines stochastic calculus in option pricing with logistic models and numerical methods.
problem Exploring the application of stochastic calculus in option pricing.
method Monte-Carlo Simulation and machine learning algorithms.
result Insights from Peter Carr and Lorenzo Torricelli's convex duality in continuous models.
Paper presents an action principle for Einstein-Weyl equations in 3D.
problem Finding an action principle for Einstein-Weyl equations.
method Metric affine f(R) gravity action plus additional terms involving Lagrange multipliers and gravitational Chern-Simons contributions.
result The Weyl vector dynamics is governed by a special case of the generalized monopole equation.
This thesis proposes a global geometric formulation of Extended Field Theories.
problem Global understanding of Extended Field Theories remains an open problem.
method Introducing an atlas for the principal infinity-bundle, unifying metric and higher gauge field.
result Global abelian T-duality and Poisson-Lie T-duality are automatically recovered.
Study optimal Skorokhod embedding problem for Brownian motion.
problem Optimizing stopping times for Brownian motion with given distribution.
method Weak density of stopping times, dual optimization, compactness property.
result Existence of dual solutions and absence of duality gap for irregular reward functions.
Optimal risk sharing without convex preferences using aggregate convexity.
problem Risk sharing among non-convex preferences.
method Aggregate convexity principles and Lyapunov convexity, combined with approximation arguments for law invariant risk measures.
result Derivation of a computationally tractable formula for the conjugate of the value function.
Extends portfolio optimization with two quasiconvex risk measures.
problem Optimizing portfolios with dual risk measures for multiple stakeholders.
method Dual problem formulation, bisection algorithm, duality results.
result Approximately optimal solutions can be achieved with prescribed optimality gap.
Investigates optimal consumption and investment using alternative data sources.
problem Optimal consumption and investment decisions under hidden economic regimes.
method Develops a novel duality theory for a jump-diffusion process with alternative data.
result Provides conditions for using control approach based on dynamic programming.
Constructs explicit harmonic functions and morphisms on complex and quaternionic Grassmannians.
problem Creating explicit solutions for p-harmonic functions and harmonic morphisms. method Using joint eigenfunctions of the Laplace-Beltrami and conformality operators.
result Induces solutions on dual non-compact Riemannian symmetric spaces.
Quantum groups applied to finance models, extending classical economics.
problem Establishing the relationship between expectation and price in finance.
method Developing quantum group operations and axioms in stochastic and functional calculus.
result Two distinct economic models emerge from the same valuations, extending classical economics.
In this paper we analyse financial implications of exchangeability and similar properties of finite dimensional random vectors. We show how these properties are reflected in prices of some basket options in view of the well-known put-call symmetry property and the duality principle in option pricing. A particular atten…
Paper introduces v-CMC linking causality and utility.
problem Linking causality and utility for value theory.
method Developed a new causal independence principle (v-CMC) and proved its equivalence.
result Equivalence of local, global, and decomposition versions of v-CMC.
Paper develops pricing and hedging for insider traders without assuming specific models.
problem Pricing and hedging financial derivatives for an insider trader in a model-independent setting.
method Adapts Skorokhod embedding approach to insider information and time-invariant payoffs.
result Proves duality results and monotonicity principle for geometric properties of optimal models.
New biharmonic functions on Lie groups discovered.
problem Finding biharmonic functions on Lie groups.
method Developed a general duality principle and used it to interpret new examples.
result Constructed new families of proper biharmonic functions on Lie groups.
Develops deep learning methods for solving S-shaped utility maximisation problems.
problem Optimizing portfolios with S-shaped utility and random benchmarks.
method Uses deep learning and duality methods to solve the Hamilton-Jacobi-Bellman equation and adjoint equation.
result Demonstrates the accuracy of deep learning methods for non-concave utility maximisation problems.
Proves Poincaré duality for Hopf algebroids with bijective antipode.
problem Proving Poincaré duality for Hopf algebroids.
method Using twisted Poincaré duality and bijective antipode properties.
result Recovering and extending known Poincaré dualities for Hopf algebroids.
In this paper we introduce a new method for manufacturing harmonic morphisms from semi-Riemannian manifolds. This is employed to yield a variety of new examples from the compact Lie groups SO(n), SU(n) and Sp(n) equipped with their standard Riemannian metrics. We develop a duality principle and show how this can be use…
We construct the first known complex valued harmonic morphisms from the non-compact Lie groups SL(n,R), SU*(2n) and Sp(n,R) equipped with their standard Riemannian metrics. We then introduce the notion of a bi-eigenfamily and employ this to construct the first known solutions on the non-compact Riemannian SO*(2n), SO(p…
New proof of chain duality for simplicial complexes.
problem Proving the existence of chain duality for chain complexes over simplicial complexes.
method Geometric and conceptual treatment of chain duality.
result Fundamental for Ranicki's surgery exact sequence.
Introduces Kähler duality between domains in complex space.
problem None explicitly stated; focuses on concept introduction.
method None explicitly stated; focuses on concept introduction.
result Introduces Kähler duality between domains in complex space.
Research on dualities in geometric stereotypes.
problem Understanding dualities in geometric stereotypes.
method Continuation of previous research on stereotype spaces and algebras.
result New insights into geometric stereotype dualities.
Duality restored in gauge theory, gravity, and string theory models.
problem Restoring duality invariance in theories coupled to matter.
method Extending phase space to allow for violations of the algebraic Bianchi identity and considering the axion as the duality current.
result Duality current in NS-NS gravity is the divergence of the axion.
Unified proof of four Bavard dualities and new results on quasimorphisms.
problem Comparing stable commutator length and quasimorphisms on groups.
method Expository account and new strengthening of Bavard duality, providing complete proofs.
result Generalized mixed Bavard duality, recovering all previous dualities.
The paper develops residue currents for cohesive modules and proves a generalized Poincaré-Lelong formula.
problem Analyzing coherent sheaves on complex manifolds using global analytic methods.
method Developing residue currents for cohesive modules and proving their properties.
result Proves a generalized Poincaré-Lelong formula for cohesive modules.
Study T-duality on nilmanifolds using Lie algebras.
problem Finding symplectic structures on 2-step nilpotent Lie algebras.
method Construct generalized complex structures and use Infinitesimal T-duality. result Criteria for the integrability of infinitesimal T-duality to topological T-duality.